//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Subprime crisis and volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Finanzkrise
59,189
Financial crisis
58,917
Volatility
41,071
Volatilität
40,802
Welt
20,191
World
19,934
Theorie
19,761
Theory
19,361
Spillover-Effekt
18,530
Spillover effect
18,130
Schätzung
12,127
Börsenkurs
11,923
Estimation
11,835
Share price
11,766
USA
10,920
United States
10,602
Geldpolitik
9,104
Monetary policy
8,910
Wirtschaftskrise
8,700
Economic crisis
8,397
Kapitaleinkommen
8,067
Capital income
8,033
EU-Staaten
7,853
Aktienmarkt
7,726
EU countries
7,711
Stock market
7,651
ARCH-Modell
6,743
Finanzmarkt
6,657
Financial market
6,565
Wirkungsanalyse
5,943
Impact assessment
5,873
Internationaler Finanzmarkt
5,852
International financial market
5,761
Konjunktur
5,696
Business cycle
5,596
Wechselkurs
5,316
Bankenkrise
5,249
Exchange rate
5,210
Banking crisis
5,148
more ...
less ...
Online availability
All
Undetermined
2,460
Free
2,016
Type of publication
All
Article
4,894
Book / Working Paper
1,777
Type of publication (narrower categories)
All
Article in journal
4,750
Aufsatz in Zeitschrift
4,750
Graue Literatur
877
Non-commercial literature
877
Arbeitspapier
859
Working Paper
859
Aufsatz im Buch
141
Book section
141
Hochschulschrift
66
Thesis
45
Conference paper
26
Konferenzbeitrag
26
Collection of articles written by one author
22
Sammlung
22
Collection of articles of several authors
14
Sammelwerk
14
Aufsatzsammlung
9
Bibliografie enthalten
4
Bibliography included
4
Case study
4
Fallstudie
4
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Conference proceedings
2
Amtsdruckschrift
1
Bibliografie
1
Diskette
1
Festschrift
1
Floppy disk
1
Forschungsbericht
1
Government document
1
Handbook
1
Handbuch
1
Lehrbuch
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
6,622
German
25
Spanish
14
French
2
Polish
2
Portuguese
2
Undetermined
2
Czech
1
Romanian
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
133
Gupta, Rangan
70
Chang, Chia-Lin
68
Ma, Feng
65
Bouri, Elie
44
Bauwens, Luc
33
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Engle, Robert F.
28
McMillan, David G.
27
Hansen, Peter Reinhard
25
Kang, Sang Hoon
25
Teräsvirta, Timo
25
Hafner, Christian M.
24
Wang, Yudong
24
Caporin, Massimiliano
23
Liang, Chao
23
Bollerslev, Tim
22
Hamori, Shigeyuki
22
Herwartz, Helmut
22
Wei, Yu
22
Conrad, Christian
21
Hammoudeh, Shawkat
21
Serletis, Apostolos
21
Tiwari, Aviral Kumar
21
Wu, Xinyu
21
Yoon, Seong-min
21
Lucey, Brian M.
20
Salisu, Afees A.
20
Silvennoinen, Annastiina
20
Allen, David E.
19
Degiannakis, Stavros
19
Floros, Christos
19
Huang, Zhuo
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Ji, Qiang
18
more ...
less ...
Institution
All
National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
University of Canterbury / Dept. of Economics and Finance
5
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Springer Fachmedien Wiesbaden
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deakin University
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Svenska Handelshögskolan <Helsinki>
1
Taylor and Francis.
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
more ...
less ...
Published in...
All
Energy economics
233
Finance research letters
164
Economic modelling
116
International review of financial analysis
116
Applied economics
112
International review of economics & finance : IREF
104
The North American journal of economics and finance : a journal of financial economics studies
104
Research in international business and finance
101
Journal of empirical finance
94
Journal of international financial markets, institutions & money
81
Journal of risk and financial management : JRFM
69
Journal of econometrics
68
International journal of forecasting
64
Applied financial economics
62
Journal of banking & finance
61
Journal of forecasting
57
Economics letters
56
Discussion paper / Tinbergen Institute
54
Applied economics letters
52
International Journal of Energy Economics and Policy : IJEEP
50
The European journal of finance
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
The journal of futures markets
43
Working paper
43
Econometric Institute research papers
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Cogent economics & finance
36
International journal of economics and financial issues : IJEFI
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
International journal of economics and finance
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Pacific-Basin finance journal
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of international money and finance
30
The empirical economics letters : a monthly international journal of economics
30
Review of quantitative finance and accounting
29
Computational economics
25
Journal of financial econometrics
25
more ...
less ...
Source
All
ECONIS (ZBW)
6,665
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,671
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock returns and asymmetric
volatility
spillover dynamics between Asian emerging markets
Habiba, Umme
;
Shen, Peilong
;
Hamid, Kashif
;
Shahzad, Farrukh
- In:
Global business review
22
(
2021
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
Saved in:
2
Intra-daily
volatility
spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
3
Volatility
spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
4
Analysis of the
volatility
's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
Saved in:
5
Market
volatility
transmission and central banking : what happened during the subprime crisis?
Bensafta, Kamel Malik
;
Semedo, Gervasio
- In:
International economic journal
28
(
2014
)
4
,
pp. 559-588
Persistent link: https://www.econbiz.de/10010504200
Saved in:
6
The linkages, persistence, asymmetry in the
volatility
, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
7
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
8
Asymmetric fractionally integrated
volatility
modelling of Asian equity markets under the subprime mortgage crisis
Chin, Wen Cheong
;
Ng Sew Lai
;
Nurul Afidah Mohmad Yusof
; …
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
1
,
pp. 70-84
Persistent link: https://www.econbiz.de/10010338429
Saved in:
9
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien
;
Tucker, Alan L.
;
Wang, David K.
;
Pao, …
- In:
Global finance journal
25
(
2014
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
Saved in:
10
The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->